-36.9%
MULL vs ACM
-12.8%
-24.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.4% |
| 7D | +43.3% | +5.1% | +38.2% | +45.5% |
| 30D | -37.4% | +18.7% | -56.1% | -32.3% |
| 3M | -36.8% | +15.5% | -52.3% | -32.1% |
| 6M | -36.9% | +1.2% | -38.1% | -33.0% |
| All | -36.9% | -12.8% | -24.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling